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Daul StÉphane


FINANCE
 Edhec Business School
French Guiana

Biography

Stéphane Daul joined Pictet Asset Management in 2011 as a Senior Quantitative Analyst in the Multi Asset and Total Return unit. Before joining Pictet, he was with Riskmetrics during almost 5 years as head of research. He previously worked as a senior risk analyst at Swiss Re until 2003 and subsequently as a senior quantitative analyst at EIM from 2004 to 2005. Stéphane has published numerous academic articles in both physics and finance. He is a CFA charter holder and was awarded a Ph.D. in Theoretical Physics from the University of Fribourg, Switzerland.

Research Interest

Speciality : Finance

Publications

  • S. Daul and E. G. Vidal, Insurance Liabilities Replication, Riskmetrics Journal, Winter 2009.

  • S. Daul, N. Sharp and L. Sorensen, Fixed Income Performance Attribution, Riskmetrics 2010, available on www.ssrn.com.

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